+904.5%
ON vs PBF
+277.8%
+626.7%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +3.4% | +5.8% | +8.4% |
| 7D | -1.4% | -7.4% | +5.9% | +0.3% |
| 30D | -10.9% | -17.5% | +6.6% | -7.3% |
| 3M | -14.9% | +13.1% | -28.0% | -17.9% |
| 6M | -33.0% | +72.6% | -105.7% | -41.9% |
| YTD | +27.6% | +161.2% | -133.6% | -2.0% |
| 1Y | +44.5% | +93.3% | -48.8% | +18.2% |
| 3Y | +7.4% | +80.7% | -73.3% | -15.5% |
| 5Y | +18.7% | +396.1% | -377.3% | -31.4% |
| 10Y | +516.0% | +252.3% | +263.7% | +209.6% |
| All | +904.5% | +277.8% | +626.7% | +352.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling